Colombian Peso AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:11.80% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 6.99 | |
| 0.0722 | 46.75 | |
| 0.9330 | 757.89 | |
| -0.0700 | -10.17 |
Estimation Period:
Aug 20, 1992 to Feb 13, 2026
Aug 20, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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